So James posted the simple tutorial to show you how to change your clock to military time with Windows XP. I decided it wouldn't hurt to share with people how to do the exact same thing, but with Vista. The following is from microsoft.com

1. In Windows, click the Start Button image button.
2. Click Control Panel, click Clock, Language, and Region.
Note If you are using Control Panel in Classic View, double-click Regional and Language Options, and then skip to step 3.
3. Click Regional and Lanugage Options.
4. Click Customize this format.
5. On the Time tab, do one of the following:
* Change Time format to HH:mm:ss for a 24-hour clock.
* Change Time format to hh:mm:ss tt for a 12-hour clock.